Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'495 CHF | 26'247 CHF | 100.00% | 100.00% |
19.11.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'456 CHF | 24'344 CHF | 99.94% | 99.94% |
18.11.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 106'687 | 50'000 | 52'561 CHF | 25'145 CHF | 100.00% | 100.00% |
15.11.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 103'333 | 50'000 | 51'428 CHF | 25'398 CHF | 100.00% | 100.00% |
14.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'736 CHF | 26'868 CHF | 99.44% | 99.44% |
13.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 49'819 | 53'228 CHF | 27'018 CHF | 98.88% | 98.88% |
12.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 91'391 | 50'000 | 51'041 CHF | 28'432 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'978 CHF | 29'932 CHF | 100.00% | 100.00% |
08.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'780 CHF | 30'378 CHF | 88.69% | 88.69% |
07.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 48'703 | 54'653 CHF | 30'084 CHF | 99.06% | 99.06% |